Undergraduate Course: Time Series Analysis (MATH11025)
Course Outline
School |
School of Mathematics |
College |
College of Science and Engineering |
Course type |
Standard |
Availability |
Available to all students |
Credit level (Normal year taken) |
SCQF Level 11 (Year 4 Undergraduate) |
Credits |
10 |
Home subject area |
Mathematics |
Other subject area |
Specialist Mathematics & Statistics (Honours) |
Course website |
http://student.maths.ed.ac.uk
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Taught in Gaelic? |
No |
Course description |
Course for final year students in Honours programmes in Mathematics and/or Statistics.
1. Definitions of moments: expectation, variance, autocovariance and autocorrelation;
2. Properties of moving average and autoregressive models.
3. Estimation of parameters of moving average and autoregressive models.
4. Forecasting. |
Information for Visiting Students
Pre-requisites |
None |
Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
Not being delivered |
Summary of Intended Learning Outcomes
1. Ability to investigate time series to fit models
2. Interpretation of MINITAB output
3. Ability to forecast.
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Assessment Information
Examination only.
|
Special Arrangements
None |
Additional Information
Academic description |
Not entered |
Syllabus |
Not entered |
Transferable skills |
Not entered |
Reading list |
Not entered |
Study Abroad |
Not entered |
Study Pattern |
Not entered |
Keywords |
TSA |
Contacts
Course organiser |
Dr Liam O'Carroll
Tel: (0131 6)50 5070
Email: L.O'Carroll@ed.ac.uk |
Course secretary |
Ms Jennifer Marshall
Tel: (0131 6)50 5048
Email: Jennifer.Marshall@ed.ac.uk |
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